+1,118.6%
ABBV vs CAH
+720.6%
+397.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.1% |
| 7D | -4.3% | +0.5% | -4.8% | -4.5% |
| 30D | +1.1% | +1.7% | -0.6% | +0.5% |
| 3M | +12.3% | +17.9% | -5.5% | +6.3% |
| 6M | +9.8% | +10.9% | -1.2% | +5.7% |
| YTD | +11.5% | +17.9% | -6.4% | +4.8% |
| 1Y | +22.3% | +61.7% | -39.4% | +2.7% |
| 3Y | +85.2% | +183.7% | -98.6% | +25.7% |
| 5Y | +170.8% | +401.3% | -230.5% | +46.9% |
| 10Y | +485.4% | +293.7% | +191.8% | +223.6% |
| All | +1,118.6% | +720.6% | +397.9% | +385.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling